Oi Jeferson,
Aparentemente era pra estar ok todos os problemas rs, mas agora que corrigi apareceu uma exception:
09-01 10:46:18.843 4052-4052/br.com.alura.agenda E/AndroidRuntime: FATAL EXCEPTION: main
                                                                   Process: br.com.alura.agenda, PID: 4052
                                                                   android.content.ActivityNotFoundException: Unable to find explicit activity class {br.com.alura.agenda/br.com.alura.agenda.MapaAlunosActivity}; have you declared this activity in your AndroidManifest.xml?
                                                                       at android.app.Instrumentation.checkStartActivityResult(Instrumentation.java:1788)
                                                                       at android.app.Instrumentation.execStartActivity(Instrumentation.java:1512)
                                                                       at android.app.Activity.startActivityForResult(Activity.java:3810)
                                                                       at android.support.v4.app.BaseFragmentActivityJB.startActivityForResult(BaseFragmentActivityJB.java:48)
                                                                       at android.support.v4.app.FragmentActivity.startActivityForResult(FragmentActivity.java:75)
                                                                       at android.app.Activity.startActivityForResult(Activity.java:3761)
                                                                       at android.support.v4.app.FragmentActivity.startActivityForResult(FragmentActivity.java:856)
                                                                       at android.app.Activity.startActivity(Activity.java:4091)
                                                                       at android.app.Activity.startActivity(Activity.java:4059)
                                                                       at br.com.alura.agenda.ListaAlunosActivity.onOptionsItemSelected(ListaAlunosActivity.java:172)
                                                                       at android.app.Activity.onMenuItemSelected(Activity.java:2940)
                                                                       at android.support.v4.app.FragmentActivity.onMenuItemSelected(FragmentActivity.java:406)
                                                                       at android.support.v7.app.AppCompatActivity.onMenuItemSelected(AppCompatActivity.java:195)
                                                                       at android.support.v7.view.WindowCallbackWrapper.onMenuItemSelected(WindowCallbackWrapper.java:103)
                                                                       at android.support.v7.app.AppCompatDelegateImplV9.onMenuItemSelected(AppCompatDelegateImplV9.java:667)
                                                                       at android.support.v7.view.menu.MenuBuilder.dispatchMenuItemSelected(MenuBuilder.java:810)
                                                                       at android.support.v7.view.menu.MenuItemImpl.invoke(MenuItemImpl.java:152)
                                                                       at android.support.v7.view.menu.MenuBuilder.performItemAction(MenuBuilder.java:957)
                                                                       at android.support.v7.view.menu.MenuBuilder.performItemAction(MenuBuilder.java:947)
                                                                       at android.support.v7.widget.ActionMenuView.invokeItem(ActionMenuView.java:616)
                                                                       at android.support.v7.view.menu.ActionMenuItemView.onClick(ActionMenuItemView.java:153)
                                                                       at android.view.View.performClick(View.java:4923)
                                                                       at android.view.View$PerformClick.run(View.java:20341)
                                                                       at android.os.Handler.handleCallback(Handler.java:815)
                                                                       at android.os.Handler.dispatchMessage(Handler.java:104)
                                                                       at android.os.Looper.loop(Looper.java:194)
                                                                       at android.app.ActivityThread.main(ActivityThread.java:5717)
                                                                       at java.lang.reflect.Method.invoke(Native Method)
                                                                       at java.lang.reflect.Method.invoke(Method.java:372)
                                                                       at com.android.internal.os.ZygoteInit$MethodAndArgsCaller.run(ZygoteInit.java:959)
                                                                       at com.android.internal.os.ZygoteInit.main(ZygoteInit.java:754)
Ele reclama do manifest.xml mais a activity já está registrada la:
<?xml version="1.0" encoding="utf-8"?>
<manifest xmlns:android="http://schemas.android.com/apk/res/android"
    package="br.com.alura.agenda">
    <uses-permission android:name="android.permission.CALL_PHONE" />
    <uses-permission android:name="android.permission.RECEIVE_SMS" />
    <uses-permission android:name="android.permission.INTERNET" />
    <!--
         The ACCESS_COARSE/FINE_LOCATION permissions are not required to use
         Google Maps Android API v2, but you must specify either coarse or fine
         location permissions for the 'MyLocation' functionality. 
    -->
    <uses-permission android:name="android.permission.ACCESS_FINE_LOCATION" />
    <uses-permission android:name="android.permission.ACCESS_COARSE_LOCATION" />
    <application
        android:allowBackup="true"
        android:icon="@mipmap/ic_launcher"
        android:label="@string/app_name"
        android:supportsRtl="true"
        android:theme="@style/AppTheme">
        <activity
            android:name=".ListaAlunosActivity"
            android:label="@string/app_name">
            <intent-filter>
                <action android:name="android.intent.action.MAIN" />
                <category android:name="android.intent.category.LAUNCHER" />
            </intent-filter>
        </activity>
        <activity
            android:name=".FormularioActivity"
            android:label="@string/title_activity_formulario"/>
        <receiver
            android:name=".receiver.SmsReceiver"
            android:enabled="true">
            <intent-filter>
                <action android:name="android.provider.Telephony.SMS_RECEIVED" />
            </intent-filter>
        </receiver>
        <activity android:name=".ProvasActivity" />
        <!--
             The API key for Google Maps-based APIs is defined as a string resource.
             (See the file "res/values/google_maps_api.xml").
             Note that the API key is linked to the encryption key used to sign the APK.
             You need a different API key for each encryption key, including the release key that is used to
             sign the APK for publishing.
             You can define the keys for the debug and release targets in src/debug/ and src/release/. 
        -->
        <meta-data
            android:name="com.google.android.geo.API_KEY"
            android:value="@string/google_maps_key" />
        <activity android:name=".MapaAlunosActivity"></activity>
    </application>
</manifest>
Se ajudar segue o código das outras classes:
MapaAvitivity:
package br.com.alura.agenda;
import android.Manifest;
import android.content.pm.PackageManager;
import android.os.Build;
import android.support.annotation.NonNull;
import android.support.v4.app.ActivityCompat;
import android.support.v4.app.FragmentManager;
import android.support.v4.app.FragmentTransaction;
import android.support.v7.app.AppCompatActivity;
import android.os.Bundle;
//import com.google.android.gms.maps.SupportMapFragment;
public class MapaAlunosActivity extends AppCompatActivity {
    private static final int REQUEST_PERMISSOES = 1;
    private MapaFragment mapaFragment;
    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_mapa_alunos);
        FragmentManager manager = getSupportFragmentManager();
        FragmentTransaction tx = manager.beginTransaction();
        mapaFragment = new MapaFragment();
        tx.replace(R.id.frame_mapa, mapaFragment);
        tx.commit();
        if (Build.VERSION.SDK_INT >= Build.VERSION_CODES.M) {
            if (ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_COARSE_LOCATION) != PackageManager.PERMISSION_GRANTED
                    || ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_FINE_LOCATION) != PackageManager.PERMISSION_GRANTED) {
                String[] permissoes = {Manifest.permission.ACCESS_COARSE_LOCATION, Manifest.permission.ACCESS_FINE_LOCATION};
                requestPermissions(permissoes, REQUEST_PERMISSOES);
            }
        }
    }
    @Override
    public void onRequestPermissionsResult(int requestCode, @NonNull String[] permissions, @NonNull int[] grantResults) {
        if(requestCode == REQUEST_PERMISSOES){
            if(grantResults[0] == PackageManager.PERMISSION_GRANTED &&
                    grantResults[1] == PackageManager.PERMISSION_GRANTED){
                new Localizador(this, mapaFragment);
            }
        }
    }
}
MapaFragment:
package br.com.alura.agenda;
import android.location.Address;
import android.location.Geocoder;
import android.os.Bundle;
import com.google.android.gms.maps.CameraUpdate;
import com.google.android.gms.maps.CameraUpdateFactory;
import com.google.android.gms.maps.GoogleMap;
import com.google.android.gms.maps.OnMapReadyCallback;
import com.google.android.gms.maps.SupportMapFragment;
import com.google.android.gms.maps.model.LatLng;
import com.google.android.gms.maps.model.MarkerOptions;
import java.io.IOException;
import java.util.List;
import br.com.alura.agenda.dao.AlunoDAO;
import br.com.alura.agenda.modelo.Aluno;
/**
 * Created by Birbara on 31/08/2016.
 */
public class MapaFragment extends SupportMapFragment implements OnMapReadyCallback {
    private GoogleMap mapa;
    @Override
    public void onCreate(Bundle bundle) {
        super.onCreate(bundle);
        getMapAsync(this);
    }
    @Override
    public void onMapReady(GoogleMap googleMap) {
        this.mapa = googleMap;
        LatLng posicaoDaEscola = pegaCoordenadaDoEndereco("Rua Vergueiro 3185, Vila Mariana, Sao Paulo");
        if (posicaoDaEscola != null){
            centralizaEm(posicaoDaEscola);
        }
        //adiciona local do aluno
        AlunoDAO dao = new AlunoDAO(getContext());
        for(Aluno aluno : dao.buscaAlunos()){
            LatLng coordenada = pegaCoordenadaDoEndereco(aluno.getEndereco());
            if(coordenada != null) {
                MarkerOptions marcador = new MarkerOptions();
                marcador.position(coordenada);
                marcador.title(aluno.getNome());
                marcador.snippet(String.valueOf(aluno.getNota()));
                mapa.addMarker(marcador);
            }
        }
        dao.close();
        new Localizador(getContext(), MapaFragment.this);
    }
    private LatLng pegaCoordenadaDoEndereco(String endereco) {
        try{
            Geocoder geocoder = new Geocoder(getContext());
            List<Address> resultados = geocoder.getFromLocationName(endereco, 1);
            if(!resultados.isEmpty()){
                LatLng posicao = new LatLng(resultados.get(0).getLatitude(),
                        resultados.get(0).getLongitude());
                return posicao;
            }
        }catch(IOException e){
            e.printStackTrace();
        }
        return null;
    }
    public void centralizaEm(LatLng coordenada){
        if(mapa != null){
            CameraUpdate update = CameraUpdateFactory.newLatLngZoom(coordenada, 17);
            mapa.moveCamera(update);
        }
    }
}
Localizador:
package br.com.alura.agenda;
import android.content.Context;
import android.content.pm.PackageManager;
import android.location.Location;
import android.os.Bundle;
import android.support.annotation.Nullable;
import android.support.v4.app.ActivityCompat;
import com.google.android.gms.common.api.GoogleApiClient;
import com.google.android.gms.location.LocationListener;
import com.google.android.gms.location.LocationRequest;
import com.google.android.gms.location.LocationServices;
import com.google.android.gms.maps.CameraUpdate;
import com.google.android.gms.maps.CameraUpdateFactory;
import com.google.android.gms.maps.GoogleMap;
import com.google.android.gms.maps.model.LatLng;
/**
 * Created by Birbara on 31/08/2016.
 */
public class Localizador implements GoogleApiClient.ConnectionCallbacks, LocationListener {
    private final GoogleApiClient client;
    private final MapaFragment mapaFragment;
    public Localizador(Context context, MapaFragment mapaFragment) {
        client = new GoogleApiClient.Builder(context)
                .addApi(LocationServices.API)
                .addConnectionCallbacks(this)
                .build();
        client.connect();
        this.mapaFragment = mapaFragment;
    }
    @Override
    public void onConnected(@Nullable Bundle bundle) {
        LocationRequest request = new LocationRequest();
        request.setSmallestDisplacement(50);
        request.setInterval(1000);
        request.setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY);
        LocationServices.FusedLocationApi.requestLocationUpdates(client, request, this);
    }
    @Override
    public void onConnectionSuspended(int i) {
    }
    @Override
    public void onLocationChanged(Location location) {
        LatLng coordenada = new LatLng(location.getLatitude(), location.getLongitude());
        mapaFragment.centralizaEm(coordenada);
    }
}